Switch to camera from linked group
Ok, I found a quite nice workaround. One can just add a Scene->Set Camera actuator to one of the objects in linked group (for now I'm adding it to my character object) and feed it with camera. If the game engine will be enabled with this group linked to the scene, linked camera will be picked. One drawback I've noticed so far is that the rendered viewport is not limited respectively to the camera boundary if you use this method.

EDIT:
Actually, if you enable game engine in camera view (it can be any camera) the viewport is limited as usual.